Asymptotics for Spherical Functional Autoregressions

12 Jul 2019  ·  Caponera Alessia, Marinucci Domenico ·

In this paper, we investigate a class of spherical functional autoregressive processes, and we discuss the estimation of the corresponding autoregressive kernels. In particular, we first establish a consistency result (in sup and mean-square norm), then a quantitative central limit theorem (in Wasserstein distance), and finally a weak convergence result, under more restrictive regularity conditions... Our results are validated by a small numerical investigation. read more

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Statistics Theory Probability Statistics Theory